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New trends in financial engineering : works under the auspices of the World Class University Program of Ajou University /
Financial engineering is defined as the application of mathematical methods to the solution of problems in finance. The recent financial crisis raised many challenges for financial engineers: not only were financially engineered products such as collateralized debt obligations and credit default swa...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Washington, D.C. :
IOS Press,
©2011.
|
| Colección: | Studies in probability, optimization, and statistics ;
v. 4. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 037 | |a 978-1-60750-835-9 |b IOS Press |n http://www.iospress.nl | ||
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| 245 | 0 | 0 | |a New trends in financial engineering : |b works under the auspices of the World Class University Program of Ajou University / |c edited by Hyeng Keun Koo. |
| 260 | |a Amsterdam ; |a Washington, D.C. : |b IOS Press, |c ©2011. | ||
| 300 | |a 1 online resource (xi, 151 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 490 | 1 | |a Studies in probability, optimization and statistics ; |v v. 4 | |
| 500 | |a Includes author index. | ||
| 520 | |a Financial engineering is defined as the application of mathematical methods to the solution of problems in finance. The recent financial crisis raised many challenges for financial engineers: not only were financially engineered products such as collateralized debt obligations and credit default swaps implicated in causing the crisis, but the risk management techniques developed by financial engineers appeared to fail when they were most desperately needed. This book is the first in a series describing research by a multidisciplinary team of economists, mathematicians and control theorists exp. | ||
| 505 | 0 | |a Title Page; Contents; Preface; Real Options and Variational Inequalities; Introduction; Complete Market and Risk-Neutral Pricing; Evolution of the Resource Process; The Classical Real Options Model -- A Single Player (Monopolist); Economic Framework; The Monopolist's Problem and Its Solution; Real Options and Competition; The Economic Framework; Investment Payoff Formulation for Players; The Stackelberg Leader-Follower Game; The Preemption Game; Stackelberg Leader's Lowest Threshold, y1, vs. Optimal Threshold for Leading Firm in Preemption Game, y. | |
| 504 | |a Includes bibliographical references and index. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Financial engineering. | |
| 650 | 6 | |a Ingénierie financière. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 700 | 1 | |a Koo, Hyeng Keun. | |
| 710 | 2 | |a IOS Press. | |
| 776 | 0 | 8 | |i Print version: |t New trends in financial engineering. |d Amsterdam ; Washington, D.C. : IOS Press, ©2011 |w (DLC) 2011938833 |
| 830 | 0 | |a Studies in probability, optimization, and statistics ; |v v. 4. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=422089 |z Texto completo |
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